CME Japanese Yen Future June 2009


Trading Metrics calculated at close of trading on 02-Jan-2009
Day Change Summary
Previous Current
31-Dec-2008 02-Jan-2009 Change Change % Previous Week
Open 1.1052 1.0960 -0.0092 -0.8% 1.1073
High 1.1052 1.0961 -0.0091 -0.8% 1.1111
Low 1.1052 1.0960 -0.0092 -0.8% 1.0960
Close 1.1052 1.0881 -0.0171 -1.5% 1.0881
Range 0.0000 0.0001 0.0001 0.0151
ATR 0.0099 0.0098 0.0000 -0.5% 0.0000
Volume 9 3 -6 -66.7% 48
Daily Pivots for day following 02-Jan-2009
Classic Woodie Camarilla DeMark
R4 1.0937 1.0910 1.0882
R3 1.0936 1.0909 1.0881
R2 1.0935 1.0935 1.0881
R1 1.0908 1.0908 1.0881 1.0921
PP 1.0934 1.0934 1.0934 1.0941
S1 1.0907 1.0907 1.0881 1.0920
S2 1.0933 1.0933 1.0881
S3 1.0932 1.0906 1.0881
S4 1.0931 1.0905 1.0880
Weekly Pivots for week ending 02-Jan-2009
Classic Woodie Camarilla DeMark
R4 1.1437 1.1310 1.0964
R3 1.1286 1.1159 1.0923
R2 1.1135 1.1135 1.0909
R1 1.1008 1.1008 1.0895 1.0996
PP 1.0984 1.0984 1.0984 1.0978
S1 1.0857 1.0857 1.0867 1.0845
S2 1.0833 1.0833 1.0853
S3 1.0682 1.0706 1.0839
S4 1.0531 1.0555 1.0798
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1111 1.0960 0.0151 1.4% 0.0009 0.1% -52% False True 9
10 1.1388 1.0960 0.0428 3.9% 0.0042 0.4% -18% False True 10
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0001
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.0965
2.618 1.0964
1.618 1.0963
1.000 1.0962
0.618 1.0962
HIGH 1.0961
0.618 1.0961
0.500 1.0961
0.382 1.0960
LOW 1.0960
0.618 1.0959
1.000 1.0959
1.618 1.0958
2.618 1.0957
4.250 1.0956
Fisher Pivots for day following 02-Jan-2009
Pivot 1 day 3 day
R1 1.0961 1.1036
PP 1.0934 1.0984
S1 1.0908 1.0933

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These figures are updated between 7pm and 10pm EST after a trading day.

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